Artikel
Open Access
Copula-based dependence measures
-
Eckhard Liebscher
Veröffentlicht/Copyright:
10. Oktober 2014
Received: 2014-5-23
Accepted: 2014-9-17
Published Online: 2014-10-10
© 2014 Eckhard Liebscher
Artikel in diesem Heft
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study
- A note on the Galambos copula and its associated Bernstein function
- Multivariate Extreme Value Theory - A Tutorial with Applications to Hydrology and Meteorology
- Copula-based dependence measures
- Solution to an open problem about a transformation on the space of copulas
- Some New Random Effect Models for Correlated Binary Responses
Schlagwörter für diesen Artikel
dependence measures;
pearman’s ρ;
Spearman’s footrule;
estimators for dependence measures
Creative Commons
BY-NC-ND 3.0
Artikel in diesem Heft
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study
- A note on the Galambos copula and its associated Bernstein function
- Multivariate Extreme Value Theory - A Tutorial with Applications to Hydrology and Meteorology
- Copula-based dependence measures
- Solution to an open problem about a transformation on the space of copulas
- Some New Random Effect Models for Correlated Binary Responses
